NYMEX Natural Gas Future May 2012
| Trading Metrics calculated at close of trading on 29-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2011 |
29-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
3.285 |
3.275 |
-0.010 |
-0.3% |
3.284 |
| High |
3.312 |
3.275 |
-0.037 |
-1.1% |
3.391 |
| Low |
3.253 |
3.155 |
-0.098 |
-3.0% |
3.238 |
| Close |
3.258 |
3.170 |
-0.088 |
-2.7% |
3.302 |
| Range |
0.059 |
0.120 |
0.061 |
103.4% |
0.153 |
| ATR |
0.085 |
0.087 |
0.003 |
3.0% |
0.000 |
| Volume |
3,572 |
4,617 |
1,045 |
29.3% |
41,883 |
|
| Daily Pivots for day following 29-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.560 |
3.485 |
3.236 |
|
| R3 |
3.440 |
3.365 |
3.203 |
|
| R2 |
3.320 |
3.320 |
3.192 |
|
| R1 |
3.245 |
3.245 |
3.181 |
3.223 |
| PP |
3.200 |
3.200 |
3.200 |
3.189 |
| S1 |
3.125 |
3.125 |
3.159 |
3.103 |
| S2 |
3.080 |
3.080 |
3.148 |
|
| S3 |
2.960 |
3.005 |
3.137 |
|
| S4 |
2.840 |
2.885 |
3.104 |
|
|
| Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.769 |
3.689 |
3.386 |
|
| R3 |
3.616 |
3.536 |
3.344 |
|
| R2 |
3.463 |
3.463 |
3.330 |
|
| R1 |
3.383 |
3.383 |
3.316 |
3.423 |
| PP |
3.310 |
3.310 |
3.310 |
3.331 |
| S1 |
3.230 |
3.230 |
3.288 |
3.270 |
| S2 |
3.157 |
3.157 |
3.274 |
|
| S3 |
3.004 |
3.077 |
3.260 |
|
| S4 |
2.851 |
2.924 |
3.218 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.391 |
3.155 |
0.236 |
7.4% |
0.081 |
2.5% |
6% |
False |
True |
6,294 |
| 10 |
3.391 |
3.155 |
0.236 |
7.4% |
0.077 |
2.4% |
6% |
False |
True |
7,928 |
| 20 |
3.777 |
3.155 |
0.622 |
19.6% |
0.083 |
2.6% |
2% |
False |
True |
9,844 |
| 40 |
3.978 |
3.155 |
0.823 |
26.0% |
0.085 |
2.7% |
2% |
False |
True |
8,361 |
| 60 |
4.144 |
3.155 |
0.989 |
31.2% |
0.088 |
2.8% |
2% |
False |
True |
7,000 |
| 80 |
4.440 |
3.155 |
1.285 |
40.5% |
0.085 |
2.7% |
1% |
False |
True |
5,841 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.785 |
|
2.618 |
3.589 |
|
1.618 |
3.469 |
|
1.000 |
3.395 |
|
0.618 |
3.349 |
|
HIGH |
3.275 |
|
0.618 |
3.229 |
|
0.500 |
3.215 |
|
0.382 |
3.201 |
|
LOW |
3.155 |
|
0.618 |
3.081 |
|
1.000 |
3.035 |
|
1.618 |
2.961 |
|
2.618 |
2.841 |
|
4.250 |
2.645 |
|
|
| Fisher Pivots for day following 29-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
3.215 |
3.254 |
| PP |
3.200 |
3.226 |
| S1 |
3.185 |
3.198 |
|